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Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min; Kwok, Yue-Kuen - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
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Optimal policies of call with notice period requirement
Dai, Min; Kwok, Yue-Kuen - In: Asia-Pacific financial markets 12 (2005) 4, pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
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A lattice algorithm for pricing moving average barrier options
Dai, Min; Li, Peifan; Zhang, Jin E. - In: Journal of economic dynamics & control 34 (2010) 3, pp. 542-554
Persistent link: https://www.econbiz.de/10003966493
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Optimal shouting policies of options with strike reset right
Dai, Min; Kwok, Yue-Kuen; Wu, Lixin - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
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Options with multiple reset rights
Dai, Min; Kwok, Yue-Kuen; Wu, Li Xin - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 637-653
Persistent link: https://www.econbiz.de/10001794275
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Knock-in American options
Dai, Min; Kwok, Yue-Kuen - In: The journal of futures markets 24 (2004) 2, pp. 179-192
Persistent link: https://www.econbiz.de/10001905050
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Superhedging under ratio constraint
Chen, Yingshan; Dai, Min; Xu, Jing; Xu, Mingyu - In: Journal of economic dynamics & control 58 (2015), pp. 250-264
Persistent link: https://www.econbiz.de/10011574773